+190.1%
NORW vs SPY
+315.0%
-124.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +0.7% |
| 7D | -2.2% | +0.1% | -2.3% | -2.4% |
| 30D | +3.0% | -3.3% | +6.3% | +5.5% |
| 3M | +3.7% | -2.4% | +6.1% | +5.4% |
| 6M | +2.6% | +2.6% | +0.1% | +0.2% |
| YTD | +30.1% | +11.2% | +18.9% | +19.1% |
| 1Y | +38.1% | +13.4% | +24.7% | +24.5% |
| 3Y | +87.7% | +79.9% | +7.8% | +17.2% |
| 5Y | +45.3% | +72.2% | -26.8% | -6.8% |
| 10Y | +190.1% | +307.3% | -117.2% | -10.4% |
| All | +190.1% | +315.0% | -124.9% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling